Petr Koldanov

Research Fellow:HSE Campus in Nizhny Novgorod / Laboratory of Algorithms and Technologies for Networks Analysis (Nizhny Novgorod)
Associate Professor:HSE Campus in Nizhny Novgorod / Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) / Department of Applied Mathematics and Informatics
Programme Academic Supervisor:Applied Mathematics and Information Science

Petr Koldanov has been at HSE University since 2012.

Education and Degrees

2009
Candidate of Sciences* (PhD)
2001
Master's
Lobachevsky State University of Nizhny Novgorod
1999
Bachelor's
Lobachevsky State University of Nizhny Novgorod

* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.

Awards and Accomplishments

Best Teacher –

Student Term / Thesis Papers

Bachelor
K. Konova «The Research of the New Procedure for Multiple Testing». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2019
A. Ogurtsov «Signs correlation for Markowitz portfolio». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2018
M. Voronina «Testing Homogeneity Hypothesis of Network Stock Market Models». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2016
A. Elizarov «Checking the Statistical Hypotheses About the Power Law of the Stock Market». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2014
A. Elizarov «Checking the Statistical Hypotheses About the Power Law of the Stock Market». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2014
Master
M. Voronina «The homogeneity of stock returns connections and rejection graph». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2018
D. Semenov «Testing Hypotheses of Elliptical Distribution Model of Stock Market Returns». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2017
I. Lariushina «Study and Comparison of Procedures for Testing Statistical Hypotheses on Degree Distribution of the Market Graph». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2017

Full list of of student term / thesis papers

Conferences

2018
XXXV International Seminar on Stability Problems for Stochastic Models (Пермь). Presentation: Statistical procedures for network structures identication with invariant risk function.
2017
The Xth International Conference on Multiple Comparison Procedures (Риверсайд). Presentation: Optimal statistical decision for Gaussian graphical model selection
Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики Казанского федерального университета (Казань). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Statistical procedures for network structures identification
.XVIII-я Апрельская международная конференция по проблемам развития экономики и общества. (Москва). Presentation: On elliptical model for market network
XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identiication
Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: Optimal test of conditional independence testing in multivariate normal distribution
XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identification
семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Статистические процедуры идентификации сетевых структур
Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
2016
Critical and collective effects in graphs and networks (Москва). Presentation: Optimal individual tests for model selection in Gaussian concentration graph
XXXIII International Seminar on Stability Problems for Stochastic Models (Светлогорск). Presentation: About multivariate stock returns distribution
XVII Апрельская международная научная конференция «Модернизация экономики и общества» (Москва). Presentation: Robust statistical procedures for network structure construction
The Sixth International Conference on Network Analysis NET2016 (Нижний Новгород). Presentation: Testing the symmetry of multivariate distribution of stock returns
2015
12th International Conference on Computational Management Science 2015 (Прага). Presentation: “On stock selection for portfolio optimization”
9 th International Conference On Multiple Comparison Procedures (Hyderabad). Presentation: Multiple decision problems in network analysis
2014
Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in market network
Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in marklet network.
XXXII International Seminar on Stability Problem for Stochastic Models (Трондхейм). Presentation: Stable measure of dependence for network analysis
LinStat2014 (Linkoping). Presentation: Statistical inference for market network analysis
The Fourth Intenational Conferennce on Network Analysis NET 2014 (Нижний Новгород). Presentation: Different measures of similarity for multivariate elliptically contoured distributions.
2013
Third International Conference on Network Analysis (Nizhny Novgorod). Presentation: Efficiency analysis of branch network

Publications

2019³

Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Loss function, unbiasedness, and optimality of Gaussian graphical model selection // Journal of Statistical Planning and Inference. 2019. Vol. 201. P. 32-39. doi
Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimality of Multiple Decision Statistical Procedure for Gaussian Graphical Model Selection // Lecture Notes in Computer Science. 2019. No. 11353. P. 304-308. doi
Article Koldanov P. Statistics of individual tests for market graph identification in market network // Advances in Computer Science Research. 2019 (in press)

2018⁵

Chapter Koldanov P. Invariance Properties of Statistical Procedures for Network Structures Identification, in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & Statistics Vol. 247. Springer, 2018. doi P. 289-297. doi
Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimal decision for the market graph identification problem in a sign similarity network // Annals of Operations Research. 2018. Vol. 266. No. 1-2. P. 313-327. doi
Article Koldanov P. RISK FUNCTION AND OPTIMALITY OF STATISTICAL PROCEDURES FOR IDENTIFICATION OF NETWORK STRUCTURES // Ученые записки Казанского университета. Серия: Физико-математические науки. 2018. Vol. 160. No. 2. P. 317-326.
Chapter Semenov D., Koldanov P. Rejection Graph for Multiple Testing of Elliptical Model for Market Network, in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & Statistics Vol. 247. Springer, 2018. doi P. 221-234. doi
Article Колданов П. А. Вероятность совпадения знаков центрированных относительно выборочного среднего случайных величин // Вестник Тверского государственного университета. Серия: Прикладная математика. 2018. № 4. С. 23-30. doi

2017¹⁰

Chapter Koldanov P., Семенов Д. Homogeneity hypothesis testing for degree distribution in the market graph, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. P. 153-162. doi
Chapter Семенов Д. П., Колданов П. А. Homogeneity hypothesis testing for degree distribution in the market graph // В кн.: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. doi С. 153-162. doi
Article Kalyagin V. A., Koldanov A. P., Petr A. Koldanov. Robust identification in random variables networks // Journal of Statistical Planning and Inference. 2017. Vol. 181. No. Feb . P. 30-40. doi
Chapter Воронина М., Koldanov P. Stability Testing of Stock Returns Connections, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. P. 163-174. doi
Chapter Koldanov P.A., Larushina J.D. Testing hypothesis on degree distribution in the market graph, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. doi P. 205-214 . doi
Article Koldanov P., Koldanov A. P., Kalyagin V. A., Pardalos P. M. Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model // Statistics and Probability Letters. 2017. Vol. 122. P. 90-95. doi
Chapter Колданов П. А., Колданов А. П., Калягин В. А., Пардалос П. О. Оптимальный тест проверки гипотезы об условной независимости в многомерном нормальном распределении //Optimal test of conditional independence in multivariate normal distribution // В кн.: Аналитические и вычислительные методы в теории вероятностей и её приложениях (АВМТВ-2017) = Analytical and Computational Methods in Probability Theory and its Applications (ACMPT-2017) : Proceedings, 23-27 October 2017. M. : RUDN, 2017. С. 500-505.
Article Калягин В. А., Колданов А. П., Колданов П. А., Пардалос П. О. Статистические процедуры идентификации сетевых структур фондовых рынков // Журнал Новой экономической ассоциации. 2017. Т. 3. № 35. С. 33-52.
Chapter Колданов П. А., Калягин В. А., Колданов А. П. Устойчивые процедуры построения сетевых структур фондовых рынков // В кн.: XVII Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 4. М. : Издательский дом НИУ ВШЭ, 2017. С. 510-516.
Article Колданов П. А. Функция риска статистических процедур идентификации сетевых структур // Вестник Тверского государственного университета. Серия: Прикладная математика. 2017. № 3. С. 45-59. doi

2016⁵

Chapter Latyshev A., Koldanov P. Investigation of Connections Between Pearson and Fechner Correlations in Market Network: Experimental Study, in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis / Ed. by V. A. Kalyagin, P. Koldanov, P. M. Pardalos. NY : Springer, 2016. P. 175-182. doi
Article Koldanov P., Lozgacheva N. MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS // International Journal of Theoretical and Applied Finance. 2016. Vol. 19. No. 8. P. 1-14. doi
Book Models, Algorithms and Technologies for Network Analysis, Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, Petr A. Koldanov, P. M. Pardalos. Vol. 156. Switzerland : Springer, 2016. doi
Article Koldanov P., Kalyagin V. A., Bautin G. A. On some statistical procedures for stock selection problem // Annals of Mathematics and Artificial Intelligence. 2016. Vol. 76. No. 1. P. 47-57. doi
Chapter Koldanov P., Комиссарова А. Э. Statistical uncertainty of minimum spanning tree in market network, in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis / Ed. by V. A. Kalyagin, P. Koldanov, P. M. Pardalos. NY : Springer, 2016. P. 157-163. doi

2014⁷

Chapter Koldanov P., Kalyagin V. A., Koldanov A. P., Zamaraev V. A. Market Graph and Markowitz Model, in: Optimization oi Science and Engineering (In Honor of the 60th Birthday of Panos M. Pardalos). NY : Springer, 2014. Ch. 15. P. 301-313. doi
Article Kalyagin V.A., Koldanov A.P., Koldanov P.A., Pardalos P.M., Zamaraev V.A. Measures of uncertainty in market network analysis // Physica A: Statistical Mechanics and its Applications. 2014. Vol. 413. No. 1. P. 59-70. doi
Chapter Koldanov P., Bautin G. A. Multiple decision problem for stock selection in market network, in: Learning and Intelligent Optimization. / Ed. by P. M. Pardalos, M. Resende, C. Vogiatzis, J. Walteros. Vol. 8426: Lectute Notes in Computer Science. Switzerland : Springer, 2014. P. 98-110.
Article Kalyagin V. A., Koldanov P., Zamaraev V. A. Network Structure Ucertainty for Different Markets // Springer Optimization and Its Applications. 2014. Vol. 100. P. 181-197.
Article Vizgunov Arsenii, Goldengorin B., Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M. Network approach for the Russian stock market // Computational Management Science. 2014. Vol. 11. No. 1-2. P. 45-55. doi
Article Koldanov A. P., Koldanov P.A. Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix // Springer Optimization and Its Applications. 2014. Vol. 87. P. 205-216.
Chapter Koldanov P., Pardalos P. M., Zamaraev V. A. Statistical Uncertainty of Market Network Structures, in: DATA ANALYTICS 2014, The Third International Conference on Data Analytics. , 2014. P. 91-94.

2013³

Article Koldanov P. Efficiency Analysis of Branch Network // Springer Proceedings in Mathematics & Statistics. 2013. Vol. 59. P. 71-84. doi
Article Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M., Bautin G. A. Simple measure of similarity for the market graph construction // Computational Management Science. 2013. Vol. 10. No. 2-3. P. 105-124. doi
Article Koldanov A. P., Kalyagin V. A., Koldanov P.A., Pardalos P. M. Statistical procedures for the market graph construction // Computational Statistics & Data Analysis. 2013. Vol. 68. P. 17-29.

2012²

Article Визгунов А. Н., Гольденгорин Б. И., Замараев В. А., Калягин В. А., Колданов А. П., Колданов П. А., Пардалос П. О. Применение рыночных графов к анализу фондового рынка России // Журнал Новой экономической ассоциации. 2012. № 3(15). С. 66-81.
Article Колданов А. П., Колданов П. А. Статистические процедуры со многими решениями в задаче анализа итогов приема в филиалы ВУЗа // Бизнес-информатика. 2012. № 1(19). С. 24-31.

2011¹

Book Колданов П. А. Построение модели и сравнительный анализ эффективности итогов приема. Saarbrucken : LAP LAMBERT Academic Publishing, 2011.

2008¹

Article Колданов П. А. Построение оптимального критерия статистического анализа результатов приема в образовательные учреждения // Нелинейный мир. 2008. № 11-12. С. 689-696.

2007¹

Article Колданов П. А. Статистический анализ совокупности малых выборок // Нелинейный мир. 2007. № 7-8. С. 531-535.

2005¹

Article Колданов П. А., Колданов А. П. Применение методов статистического анализа совокупности малых выборок для оценки эффективности деятельности ВУЗа // Обозрение прикладной и промышленной математики. 2005. Т. 12. № 2. С. 389-390.

2003¹

Article Колданов А. П., Колданов П. А. Состоятельные оценки параметров смеси распределений. // Обозрение прикладной и промышленной математики. 2003. Т. 10. № 1

Повышение квалификации

01.10.2012 - 16.11.2012
ПО ПРОГРАММЕ "АНГЛИЙСКИЙ ЯЗЫК. УГЛУБЛЕННОЕ ИЗУЧЕНИЕ GENERAL ENGLISH. INTERMEDIATE"

15.10.2014 - 27.11.2014 -general English, Upper Intermediate

13.05.2014 -18.05.2014 - Исследование операций и приложения

5.12.2015 -8.12.2015 - От физике к экономике

12.05.2015 -16.05.2015 - Исследование операций и приложения

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Petr Koldanov

Education and Degrees

Awards and Accomplishments

Student Term / Thesis Papers

Courses (2019/2020)

Courses (2018/2019)

Courses (2017/2018)

Courses (2016/2017)

Courses (2015/2016)

Courses (2014/2015)

Courses (2013/2014)

Courses (2012/2013)

Conferences

Publications

20193

20185

201710

20165

20147

20133

20122

20111

20081

20071

20051

20031